+196.2%
PAAS vs MLM
+138.2%
+57.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -8.9% | -0.9% | -8.0% | -8.7% |
| 30D | -11.4% | +9.0% | -20.4% | -13.5% |
| 3M | -20.4% | -5.6% | -14.9% | -19.3% |
| 6M | -40.7% | -10.7% | -30.0% | -39.1% |
| YTD | -26.9% | -17.2% | -9.8% | -23.4% |
| 1Y | -3.1% | -14.2% | +11.2% | +0.8% |
| 3Y | +199.3% | +15.6% | +183.6% | +187.6% |
| 5Y | +48.3% | +26.2% | +22.1% | +37.3% |
| All | +196.2% | +138.2% | +57.9% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling